arXiv subjects

Claude Le Bris

Publications and source records attributed to Claude Le Bris.

At least 19 recordsLinked to original sources

arXiv2026

A Multiscale Finite Element Method for reaction-diffusion eigenproblems arising from neutronics

We consider reaction-diffusion eigenproblems with oscillatory diffusion and reaction coefficients. The reaction coefficient magnitude is large: the corrector equation identified by periodic homogenization involves both the diffusion and the reaction operators. We study the numerical approximation of this problem using the Multiscale Finite Element Method (MsFEM). This now classical method is a finite element type method that performs a Galerkin approximation of the oscillatory problem on a specific, problem dependent, basis set. The basis functions are precomputed in an offline stage. Inspired by homogenization theory and using some filtering ideas, we show how to define these basis functions in order to obtain an efficient method. The comprehensive set of numerical experiments that we present, in periodic and non-periodic cases, for the scalar-valued version of the problem (which is then self-adjoint) and for the vector-valued version of the problem (which is then in general non self-adjoint), demonstrates the performance of the approach. Some theoretical arguments complement the numerical observations.

math.NA↗

arXiv2026

A Fully Discrete Nonnegativity-Preserving FEM for a Stochastic Heat Equation

We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite difference schemes and building on the convergence analysis of semi-discrete mass-lumped finite element approximations, a fully discrete numerical method is introduced that combines mass-lumped finite elements with a Lie-Trotter splitting strategy. This discretization preserves nonnegativity at the discrete level and is shown to be convergent under suitable regularity conditions. A rigorous convergence analysis is provided, highlighting the role of mass lumping in ensuring nonnegativity and of operator splitting in decoupling the deterministic and stochastic dynamics. Numerical experiments are presented to confirm the convergence rates and the preservation of nonnegativity. In addition, we examine several numerical examples outside the scope of the established theory, aiming to explore the range of applicability and potential limitations of the proposed method.

math.NA↗

arXiv2026

Effective approximations of solutions to highly oscillatory diffusion equations from coarse measurements

We approximate a diffusion equation with highly oscillatory coefficients with a diffusion equation with constant coefficients. The approach is put in action in contexts where only partial information (namely the global energy stored in the physical system) is available. While the reconstruction of the microstructure is known to be an ill-posed problem, we show that the reconstruction of effective coefficients is possible and this even with only some coarse information. The strategy we present takes the form of a non-convex optimization problem. Homogenization theory provides elements for a rigorous foundation of the approach. Some algorithmic aspects are discussed in details. We provide a comprehensive set of numerical illustrations that demonstrate the practical interest of our strategy. The present work improves on the earlier works [C. Le Bris, F. Legoll and S. Lemaire, COCV 2018; C. Le Bris, F. Legoll and K. Li, CRAS 2013].

math.OC↗

arXiv2026

A nonnegativity-preserving finite element method for a class of parabolic SPDEs with multiplicative noise

We consider a prototypical parabolic SPDE with finite-dimensional multiplicative noise, which, subject to a nonnegative initial datum, has a unique nonnegative solution. Inspired by well-established techniques in the deterministic case, we introduce a finite element discretization of this SPDE that is convergent and which, subject to a nonnegative initial datum and unconditionally with respect to the spatial discretization parameter, preserves nonnegativity of the numerical solution throughout the course of evolution. We perform a mathematical analysis of this method. In addition, in the associated linear setting, we develop a fully discrete scheme that also preserves nonnegativity, and we present numerical experiments that illustrate the advantages of the proposed method over alternative finite element and finite difference methods that were previously considered in the literature, which do not necessarily guarantee nonnegativity of the numerical solution.

math.NA↗

arXiv2025

Mathematical Modeling and Error Estimation for the Thermal Dunking Problem: A Hierarchical Approach

We consider the thermal dunking problem, in which a solid body is suddenly immersed in a fluid of different temperature, and study both the temporal evolution of the solid and the associated Biot number -- a non-dimensional heat transfer coefficient characterizing heat exchange across the solid-fluid interface. We focus on the small-Biot-number regime. The problem is accurately described by the conjugate heat transfer (CHT) formulation, which couples the Navier-Stokes and energy equations in the fluid with the heat equation in the solid through interfacial continuity conditions. Because full CHT simulations are computationally expensive, simplified models are often used in practice. Starting from the coupled equations, we systematically reduce the formulation to the lumped-capacitance model, a single ordinary differential equation with a closed-form solution, based on two assumptions: time scale separation and a spatially uniform solid temperature. The total modeling error is decomposed into time homogenization and lumping contributions. We derive an asymptotic error bound for the lumping error, valid for general heterogeneous solids and spatially varying heat transfer coefficients. Building on this theoretical result, we introduce a computable upper bound expressed in measurable quantities for practical evaluation. Time scale separation is analyzed theoretically and supported by physical arguments and simulations, showing that large separation yields small time homogenization errors. In practice, the Biot number must be estimated from so-called empirical correlations, which are typically limited to specific canonical geometries. We propose a data-driven framework that extends empirical correlations to a broader range of geometries through learned characteristic length scales. All results are validated by direct numerical simulations up to Reynolds numbers of 10,000.

cs.CE↗

arXiv2024

Certified Lumped Approximations for the Conduction Dunking Problem

We consider the dunking problem: a solid body at uniform temperature $T_\text{i}$ is placed in a environment characterized by farfield temperature $T_\infty$ and time-independent spatially uniform heat transfer coefficient; we permit heterogeneous material composition. The problem is described by a heat equation with Robin boundary conditions. The crucial parameter is the Biot number, a nondimensional heat transfer coefficient; we consider the limit of small Biot number. We introduce first-order and second-order asymptotic approximations (in Biot number) for the spatial domain average temperature as a function of time; the first-order approximation is the standard `lumped model'. We provide asymptotic error estimates for the first-order and second-order approximations for small Biot number, and also, for the first-order approximation, non-asymptotic bounds valid for all Biot number. We also develop a second-order approximation and associated asymptotic error estimate for the normalized difference in the domain average and boundary average temperatures. Companion numerical solutions of the heat equation confirm the effectiveness of the error estimates for small Biot number. The second-order approximation and the first-order and second-order error estimates depend on several functional outputs associated with an elliptic partial differential equation; the latter can be derived from Biot-sensitivity analysis of the heat equation eigenproblem in the limit of small Biot number. Most important is the functional output $ϕ$, the only functional output required for the first-order error estimate and also the second-order approximation; $ϕ$ admits a simple physical interpretation in terms of conduction length scale. We characterize a class of spatial domains for which the standard lumped-model criterion -- Biot number (based on volume-to-area length scale) small -- is deficient.

math.NA↗

arXiv2024

Error Estimators for the Small-Biot Lumped Approximation for the Conduction Dunking Problem

We consider the dunking problem: a solid body at uniform temperature $T_{\text i}$ is placed in a environment characterized by farfield temperature $T_\infty$ and spatially uniform time-independent heat transfer coefficient. We permit heterogeneous material composition: spatially dependent density, specific heat, and thermal conductivity. Mathematically, the problem is described by a heat equation with Robin boundary conditions. The crucial parameter is the Biot number -- a nondimensional heat transfer (Robin) coefficient; we consider the limit of small Biot number. We introduce first-order and second-order asymptotic approximations (in Biot number) for several quantities of interest, notably the spatial domain average temperature as a function of time; the first-order approximation is simply the standard engineering `lumped' model. We then provide asymptotic error estimates for the first-order and second-order approximations for small Biot number, and also, for the first-order approximation, alternative strict bounds valid for all Biot number. Companion numerical solutions of the heat equation confirm the effectiveness of the error estimates for small Biot number. The second-order approximation and the first-order and second-order error estimates depend on several functional outputs associated to an elliptic partial differential equation; the latter is derived from Biot-sensitivity analysis of the heat equation eigenproblem in the limit of small Biot number. Most important is $ϕ$, the only functional output required for the first-order error estimates; $ϕ$ admits a simple physical interpretation in terms of conduction length scale. We investigate the domain and property dependence of $ϕ$: most notably, we characterize spatial domains for which the standard lumped-model error criterion -- Biot number (based on volume-to-area length scale) small -- is deficient.

math.NA↗

arXiv2024

A variational approach to the stability in the homogenization of some Hamilton-Jacobi equations

We investigate the stability with respect to homogenization of classes of integrals arising in the control-theoretic interpretation of some Hamilton-Jacobi equations. The prototypical case is the homogenization of energies with a Lagrangian consisting of the sum of a kinetic term and a highly oscillatory potential $V =V_{\rm per}+ W$, where $V_{\rm per}$ is periodic and $W$ is a nonnegative perturbation thereof. We assume that $W$ has zero average in tubular domains oriented along a dense set of directions. Stability then holds true; that is, the resulting homogenized functional is identical to that for $W= 0$. We consider various extensions of this case. As a consequence of our results, we obtain stability for the homogenization of some steady-state and time-dependent, first-order Hamilton-Jacobi equations with convex Hamiltonians and perturbed periodic potentials. Finally, we show with an example that, for negative $W$, stability may not hold. Our study revisits and, depending on the different assumptions, complements results obtained by P.-L. Lions and collaborators using PDE techniques.

math.AP↗

arXiv2024

MsFEM for advection-dominated problems in heterogeneous media: Stabilization via nonconforming variants

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite element type method that performs a Galerkin approximation on a problem-dependent basis set, itself pre-computed in an offline stage. The approach is implemented here using basis functions that locally resolve both the diffusion and the advection terms. Variants with additional bubble functions and possibly weak inter-element continuity are proposed. Some theoretical arguments and a comprehensive set of numerical experiments allow to investigate and compare the stability and the accuracy of the approaches. The best approach constructed is shown to be adequate for both the diffusion- and advection-dominated regimes, and does not rely on an auxiliary stabilization parameter that would have to be properly adjusted.

math.NA↗

arXiv2024

A closure theorem for $Γ$-convergence and H-convergence with applications to non-periodic homogenization

In this work we examine the stability of some classes of integrals, and in particular with respect to homogenization. The prototypical case is the homogenization of quadratic energies with periodic coefficients perturbed by a term vanishing at infinity, which has been recently examined in the framework of elliptic PDE. We use localization techniques and higher-integrability Meyers-type results to provide a closure theorem by $Γ$-convergence within a large class of integral functionals. From such result we derive stability theorems in homogenization which comprise the case of perturbations with zero average on the whole space. The results are also extended to the stochastic case, and specialized to the $G$-convergence of operators corresponding to quadratic forms. A corresponding analysis is also carried on for non-symmetric operators using the localization properties of $H$-convergence. Finally, we treat the case of perforated domains with Neumann boundary condition, and their stability.

math.AP↗

arXiv2023

Non-intrusive implementation of a wide variety of Multiscale Finite Element Methods

Multiscale Finite Element Methods (MsFEMs) are now well-established finite element type approaches dedicated to multiscale problems. They first compute local, oscillatory, problem-dependent basis functions that generate a suitable discretization space, and next perform a Galerkin approximation of the problem on that space. We investigate here how these approaches can be implemented in a non-intrusive way, in order to facilitate their dissemination within industrial codes or non-academic environments. We develop an abstract framework that covers a wide variety of MsFEMs for linear second-order partial differential equations. Non-intrusive MsFEM approaches are developed within the full generality of this framework, which may moreover be beneficial to steering software development and improving the theoretical understanding and analysis of MsFEMs.

math.NA↗

arXiv2022

Homogenization of some periodic Hamilton-Jacobi equations with defects

We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a Hamilton-Jacobi equation outside the origin, with the same effective Hamiltonian as in periodic homogenization, supplemented at the origin with an effective Dirichlet condition that keeps track of the perturbation. Various comments and extensions are discussed.

math.AP↗

arXiv2022

Linear elliptic homogenization for a class of highly oscillating non-periodic potentials

We consider an homogenization problem for the second order elliptic equation $- Δu^{\varepsilon} + \dfrac{1}{\varepsilon} V(./\varepsilon) u^{\varepsilon} + νu^{\varepsilon} =f$ when the highly oscillatory potential $V$ belongs to a particular class of non-periodic potentials. We show the existence of an adapted corrector and prove the convergence of $u^{\varepsilon}$ to its homogenized limit.

math.AP↗

arXiv2022

Non-intrusive implementation of Multiscale Finite Element Methods: an illustrative example

Multiscale Finite Element Methods (MsFEM) are finite element type approaches dedicated to multiscale problems. They first compute local, oscillatory, problem-dependent basis functions which generate a specific discretization space, and next perform a Galerkin approximation of the problem on that space. We investigate here how these approaches can be implemented in a non-intrusive way, in order to facilitate their dissemination within industrial codes or non academic environments.

math.NA↗

arXiv2021

An MsFEM approach enriched using Legendre polynomials

We consider a variant of the conventional MsFEM approach with enrichments based on Legendre polynomials, both in the bulk of mesh elements and on their interfaces. A convergence analysis of the approach is presented. Residue-type a posteriori error estimates are also established. Numerical experiments show a significant reduction in the error at a limited additional off-line cost. In particular, the approach developed here is less prone to resonance errors in the regime where the coarse mesh size $H$ is of the order of the small scale $\varepsilon$ of the oscillations.

math.NA↗

arXiv2021

Mathematical analysis of a coupling method for the practical computation of homogenized coefficients

We present the mathematical study of a computational approach originally introduced by R. Cottereau in [R. Cottereau, IJNME 2013]. The approach aims at evaluating the effective (a.k.a. homogenized) coefficient of a medium with some fine-scale structure. It combines, using the Arlequin coupling method, the original fine-scale description of the medium with an effective description and optimizes upon the coefficient of the effective medium to best fit the response of an equivalent purely homogeneous medium. We prove here that the approach is mathematically well-posed and that it provides, under suitable assumptions, the actual value of the homogenized coefficient of the original medium in the limit of asymptotically infinitely fine structures. The theory presented here therefore usefully complements our numerical developments of [O. Gorynina, C. Le Bris and F. Legoll, SIAM J. Sci. Computing 2021].

math.AP↗

arXiv2020

Some remarks on a coupling method for the practical computation of homogenized coefficients

We numerically investigate, and improve upon, a computational approach originally introduced in [Cottereau, IJNME 2013] which aims at evaluating the effective coefficient of a medium modelled by a highly oscillatory coefficient. This computational approach is based on a Arlequin type coupling. It combines the original fine-scale description of the medium (modelled by an oscillatory coefficient) with an effective description (modelled by a constant coefficient) and optimizes upon the coefficient of the effective medium to best fit the response of the actual heterogeneous medium using a purely homogeneous medium. We present here a mathematical formalization of the approach along with various improvements of the algorithms, in order to obtain a procedure as efficient as possible. Representative numerical results demonstrate the added value of our approach in comparison to the original approach.

math.OC↗

arXiv2019

Local precised approximation in multiscale problems with local defects

We proceed here with our systematic study, initiated in [3], of multiscale problems with defects, within the context of homogenization theory. The case under consideration here is that of a diffusion equation with a diffusion coefficient of the form of a periodic function perturbed by an $L^r (R^d ) , 1 < r < +$\infty$$ , function modeling a localized defect. We outline the proof of the following approximation result: the corrector function, the existence of which has been established in [3,4], allows to approximate the solution of the original multiscale equation with essentially the same accuracy as in the purely periodic case. The rates of convergence may however vary, and are made precise, depending upon the $L^r$ integrability of the defect. The generalization to an abstract setting is mentioned. Our proof exactly follows, step by step, the pattern of the original proof of Avellaneda and Lin in [1] in the periodic case, extended in the works of Kenig and collaborators [13], and borrows a lot from it. The details of the results announced in this Note are given in our forthcoming publications [2,12].

math.AP↗